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VERX.DE vs. SXRT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VERX.DE vs. SXRT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VERX.DE having a 7.52% return and SXRT.DE slightly lower at 7.19%.


VERX.DE

1D
0.77%
1M
3.77%
YTD
7.52%
6M
10.18%
1Y
15.94%
3Y*
13.73%
5Y*
9.29%
10Y*

SXRT.DE

1D
0.76%
1M
4.63%
YTD
7.19%
6M
8.59%
1Y
15.71%
3Y*
15.64%
5Y*
11.51%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VERX.DE vs. SXRT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
7.52%21.24%6.70%17.65%-12.49%24.56%2.31%28.67%-11.14%-1.37%
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)
7.19%22.21%11.08%22.49%-8.80%23.52%-2.93%30.14%-12.14%-3.18%

Correlation

The correlation between VERX.DE and SXRT.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.97

The correlation between VERX.DE and SXRT.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

VERX.DE vs. SXRT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VERX.DE
VERX.DE Risk / Return Rank: 3333
Overall Rank
VERX.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VERX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
VERX.DE Omega Ratio Rank: 3333
Omega Ratio Rank
VERX.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
VERX.DE Martin Ratio Rank: 3737
Martin Ratio Rank

SXRT.DE
SXRT.DE Risk / Return Rank: 3030
Overall Rank
SXRT.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SXRT.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXRT.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SXRT.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SXRT.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VERX.DE vs. SXRT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VERX.DESXRT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.22

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

1.55

1.43

+0.12

Martin ratioReturn relative to average drawdown

5.58

4.85

+0.73

VERX.DE vs. SXRT.DE - Sharpe Ratio Comparison

The current VERX.DE Sharpe Ratio is 1.15, which is comparable to the SXRT.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VERX.DE and SXRT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VERX.DESXRT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.98

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.65

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.41

+0.13

Drawdowns

VERX.DE vs. SXRT.DE - Drawdown Comparison

The maximum VERX.DE drawdown since its inception was -34.46%, smaller than the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for VERX.DE and SXRT.DE.


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Drawdown Indicators


VERX.DESXRT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.46%

-38.41%

+3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.22%

-10.93%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.31%

-16.39%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.86%

-23.36%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

Current Drawdown

Current decline from peak

-1.26%

-0.50%

-0.76%

Average Drawdown

Average peak-to-trough decline

-5.11%

-7.25%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.23%

-0.38%

Volatility

VERX.DE vs. SXRT.DE - Volatility Comparison

The current volatility for Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) is 4.34%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 4.91%. This indicates that VERX.DE experiences smaller price fluctuations and is considered to be less risky than SXRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VERX.DESXRT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.91%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

12.96%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

15.97%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

17.54%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

18.22%

-2.10%

VERX.DE vs. SXRT.DE - Expense Ratio Comparison

Both VERX.DE and SXRT.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VERX.DE vs. SXRT.DE - Dividend Comparison

VERX.DE's dividend yield for the trailing twelve months is around 2.48%, while SXRT.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
2.48%2.67%2.92%2.75%3.02%2.28%1.95%2.80%3.23%0.23%

Frequently Asked Questions


With a correlation of 0.96, VERX.DE and SXRT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VERX.DE and SXRT.DE have the same expense ratio: 0.10% per year.

VERX.DE tracks MSCI Europe Ex UK NR EUR, while SXRT.DE tracks EURO STOXX® 50. They also come from different issuers: Vanguard and iShares.

Portfolio Optimizer

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